Binding existing subtitles to mkv. File?

I downloaded some anime to my computer, and wanted to view them on my iPhone. Originally the anime has both english and japanese as language option and a english subtitle option.
My problem is: If i convert (using Miro Video Converter) the files to mp4 so that iTunes and my iPhone can play them, the language and subtitle option disappears. I'm thinking that if i bind the subtitles in mkv form the subtitles might follow through the converting stage, but i have no idea how.

Hope its not impossible to understand my bad english.

You'd either have to get a program that will let you encode subtitles into the video or just find a download of the anime with hardcoded subs. You can search google for an encoding program, shouldn't be hard to find. As for finding the anime with hardcoded subs, I guess you could just search for that specifically or download a few different ones and hope you get lucky.